Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Viscofan 401K Plan Tactical Asset Allocation Moderate | NA | 6.84% | 3.88% | 1.38% | 1.65% | 4.21% | 6.59% | 7.18% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Viscofan 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | 6.84 | 3.88 | 1.38 | 1.65 | 4.21 | 6.59 | 7.18 | 2.39 | 17.44 | -8.93 | 3.38 | 11.25 | -1.45 | -2.51 | 12.85 | 5.67 | -5.39 | -4.69 | 13.53 | 9.35 | -2.53 | 1.86 | 30.99 | -6.23 | 23.08 | 16.86 | 13.62 | 16.68 | 24.66 | 3.95 | 6.98 |
| Sharpe Ratio | NA | 2.12 | 0.31 | 0.35 | 0.25 | NA | NA | 0.84 | 0.31 | 1.97 | -1.17 | 0.37 | 1.24 | -0.53 | -0.57 | 2.41 | 1.04 | -1.06 | -0.68 | 1.97 | 1.72 | -0.31 | 0.15 | 2.84 | -1.28 | 1.79 | 1.61 | 1.65 | 1.82 | 4.91 | 0.67 | 1.14 |
| Standard Deviation(%) | NA | 6.96 | 8.14 | 7.94 | 6.95 | NA | NA | 7.54 | 6.89 | 6.70 | 8.77 | 9.05 | 8.90 | 5.37 | 6.72 | 5.08 | 5.27 | 5.11 | 6.94 | 6.86 | 5.40 | 8.22 | 12.10 | 10.88 | 5.60 | 11.24 | 8.45 | 6.93 | 8.63 | 4.88 | 4.27 | 4.09 |
| Draw Down(%) | NA | 4.57 | 17.49 | 17.49 | 18.29 | NA | NA | 18.29 | 1.24 | 4.57 | 13.65 | 7.50 | 11.61 | 5.91 | 8.83 | 2.17 | 3.15 | 7.44 | 8.88 | 4.87 | 4.92 | 9.10 | 9.84 | 5.40 | 6.91 | 9.08 | 11.35 | 7.09 | 10.67 | 2.94 | 7.72 | 2.77 |
| Yield(%) | NA | 14.88 | 10.01 | 8.37 | 6.20 | NA | NA | 5.01 | 0.86 | 14.89 | 6.65 | 7.42 | 8.21 | 3.55 | 5.61 | 0.27 | 4.18 | 5.05 | 5.20 | 3.33 | 3.93 | 2.12 | 3.38 | 5.69 | 2.61 | 4.27 | 3.41 | 4.27 | 4.85 | 3.52 | 5.00 | 6.93 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Viscofan 401K Plan Tactical Asset Allocation Moderate |
-2.00%
Oct 2017 - Oct 2020 |
-0.50%
Jan 2018 - Jan 2023 |
1.62%
Apr 2010 - Apr 2020 |
3.15%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Viscofan 401K Plan Tactical Asset Allocation Moderate |
22.16%
Oct 2004 - Oct 2007 |
19.83%
Oct 2002 - Oct 2007 |
13.14%
Apr 2001 - Apr 2011 |
9.72%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart